Decomposition Operations<TReal, TComplex>.Cholesky Estimate Condition Method
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
Overload List
Cholesky | Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
Cholesky | Estimates the reciprocal of the condition number of a factored hermitian matrix. |
Cholesky | Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
Cholesky | Estimates the reciprocal of the condition number of a factored hermitian matrix. |
Cholesky | Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
Cholesky | Estimates the reciprocal of the condition number of a factored hermitian matrix. |
CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<TReal>, TReal, TReal, Int32)
Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
Array2D<TReal> a,
TReal anorm,
out TReal rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
= 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
- n Int32
The order of the matrix A. N >= 0.
- a Array2D<TReal>
A is TReal array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF.
The leading dimension of the array A. LDA >= max(1,N).
- anorm TReal
ANORM is TReal The 1-norm (or infinity-norm) of the symmetric matrix A.
- rcond TReal
RCOND is TReal The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.
- info Int32
= 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Remarks
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
This method corresponds to the LAPACK routine ?POCON.
CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<TComplex>, TReal, TReal, Int32)
public void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
Array2D<TComplex> a,
TReal aNorm,
out TReal rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
- A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
- n Int32
- The number of rows and columns of the matrix.
- a Array2D<TComplex>
- A complex array that contains the elements of the matrix.
- aNorm TReal
- The norm of the matrix.
- rcond TReal
- On return, an estimate for the reciprocal of the condition number of the matrix.
- info Int32
- On return, indicates error conditions.
CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan2D<TReal>, TReal, TReal, Int32)
Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
ReadOnlySpan2D<TReal> a,
TReal anorm,
out TReal rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
= 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
- n Int32
The order of the matrix A. N >= 0.
- a ReadOnlySpan2D<TReal>
A is TReal array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF.
The leading dimension of the array A. LDA >= max(1,N).
- anorm TReal
ANORM is TReal The 1-norm (or infinity-norm) of the symmetric matrix A.
- rcond TReal
RCOND is TReal The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.
- info Int32
= 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Remarks
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
This method corresponds to the LAPACK routine ?POCON.
CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan2D<TComplex>, TReal, TReal, Int32)
public void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
ReadOnlySpan2D<TComplex> a,
TReal aNorm,
out TReal rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
- A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
- n Int32
- The number of rows and columns of the matrix.
- a ReadOnlySpan2D<TComplex>
- A complex array that contains the elements of the matrix.
- aNorm TReal
- The norm of the matrix.
- rcond TReal
- On return, an estimate for the reciprocal of the condition number of the matrix.
- info Int32
- On return, indicates error conditions.
CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan<TReal>, Int32, TReal, TReal, Int32)
Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public abstract void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
ReadOnlySpan<TReal> a,
int lda,
TReal anorm,
out TReal rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
= 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
- n Int32
The order of the matrix A. N >= 0.
- a ReadOnlySpan<TReal>
A is TReal array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF.
- lda Int32
The leading dimension of the array A. LDA >= max(1,N).
- anorm TReal
ANORM is TReal The 1-norm (or infinity-norm) of the symmetric matrix A.
- rcond TReal
RCOND is TReal The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.
- info Int32
= 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Remarks
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
This method corresponds to the LAPACK routine ?POCON.
CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan<TComplex>, Int32, TReal, TReal, Int32)
public abstract void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
ReadOnlySpan<TComplex> a,
int lda,
TReal aNorm,
out TReal rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
- A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
- n Int32
- The number of rows and columns of the matrix.
- a ReadOnlySpan<TComplex>
- A complex array that contains the elements of the matrix.
- lda Int32
- The leading dimension of the matrix a.
- aNorm TReal
- The norm of the matrix.
- rcond TReal
- On return, an estimate for the reciprocal of the condition number of the matrix.
- info Int32
- On return, indicates error conditions.